Ok, I've followed the wiki, entered all the info on my iPhone:

Email = my email address
Domain = the url I enter into my browser to get the login screen
Username = my email address
Password = my password
Description = Exchange

I entered everything, hit "Next", phone started "Verifying", thought everything was good, then the phone asked for "Server". I have no idea what this is, neither does the person who set up the account (my wife). How can I find my server name/address/whatever so I can complete my set up?